A sensitive non-parametric EWMA control chart

In practice, we may not always have normally distributed quality characteristics of interest. This leads to the need for non-parametric techniques which are not dependent on the assumptions about the parent distribution. This study develops a non-parametric exponentially weighted moving average (EWMA) chart (namely the NPSS_EWMA chart) for an improved monitoring of process location. The proposal is based on the use of sign statistics on a moving pattern in an EWMA setup. The design structure of the proposed chart is developed and its performance is evaluated in terms of different properties including average run length (ARL), standard deviation run length (SDRL), percentiles, relative ARL (RARL), extra quadratic loss (EQL), and performance comparison index (PCI). The proposal is compared with recently developed non-parametric counterparts namely NPS_EWMA, NPAS_EWMA, and NPS_CUSUM charts. It is observed that the design structure of the proposed NPSS_EWMA chart outshines the existing counterparts. An application example is also included in the study for practical demonstration.